-56.0%
BSX vs STRL
-20.9%
-35.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.9% | -4.0% | +1.2% |
| 7D | -1.5% | +7.1% | -8.6% | -1.2% |
| 30D | +2.9% | -39.4% | +42.3% | +1.0% |
| 3M | -11.8% | -43.0% | +31.1% | -13.6% |
| 6M | -15.4% | -65.0% | +49.6% | -17.8% |
| YTD | -52.7% | -0.8% | -51.9% | -54.1% |
| 1Y | -56.0% | -20.3% | -35.7% | -57.9% |
| All | -56.0% | -20.9% | -35.1% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded STRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling